strategies run in backtest but not real time

[trader3000a]

Hi,
Can someone please explain to me why a strategy will run in backtest but not in real time and shows the error: an order ... was ignored because the order was submittted before the property.... barsRequiredToTrade had been met? If it runs in backtest, only ignoring the first 20 bars on the first day, and runs every day after that as soon as the first bar closes, why doesn't it do the same thing in real time?
thanks,
David

[NinjaTrader_Emily]

Hello David,

Thank you for your note.


So I may accurately assist you, please answer all of the following questions:

• What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About
• Do you see results when running the same test on the SampleMaCrossOver strategy in NinjaTrader with the same settings as your strategy?
• Who are you connected to? This is displayed in green on the lower left corner of the Control Center window.
• What instrument(s) (and expiry if applicable) have you selected?
• What Data Series Type have you selected? Example: Tick, Minute, Day
• Is your strategy a multi-instrument or multi-time frame strategy? Are you subscribed to live data for all instruments being used?
• Do you receive an error on the screen? Are there errors on the Log tab of the Control Center (other than the message about the order being ignored)? If so, what do these errors report?

I look forward to your reply.

[trader3000a]

Hi Emily,
version - 8.0.27.1 64-bit
sample strategy - backtest results as expected, live would have to wait until tomorrow to see what it does with the opening bar
connection - rithmic for ninjatrader
instrument - NQ 03 - 23
data series - minute
multi... no
no errors

running a backtest on today so far, the backtest shows an execution, but live there was no exection. I attached a picture of the last few days. you'll see that an execution should have occured today at 13:30, but it didn't execute on live Sim.

[trader3000a]

Hi Emily;
I can't find any documentation that explains how "bars required to trade" works on a strategy that is implemented in the Stratagies window, vs, the way it works in backtest, vs. how it works with a strategy deployed on a chart.

If a strategy I deploy from the "Strategies" tab of my main window has no associated "chart", and so no historical bars to consider (are there? where is this documented?), how can I expect "BarsRequiredToTrade" to behave?

David

[NinjaTrader_Emily]

Hello David,

Thank you for your reply.

The Strategies tab of the Control Center does still utilize a "Days to load" property when configuring the strategy instance. What do you currently have selected for days to load, and what are the results if you increase the number of days to load?

For more information:

https://ninjatrader.com/support/helpGuides/nt8/index.html?running_a_ninjascript_strateg2.htm#UnderstandingStrategyProperties

I look forward to your reply.

[trader3000a]

Hi Emily,
I'll try it this morning. That must be my answer. Can this be preset from State.Defaults or...?
thanks,
David

[NinjaTrader_Emily]

Hi Emily,
I'll try it this morning. That must be my answer. Can this be preset from State.Defaults or...?
thanks,
David

Hi David,

I addressed your question here in the following thread:

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/1238434-days-to-load-default?p=1238491#post1238491

I apologize for any confusion or inconvenience. Thank you for your patience and let me know if you have any other questions or concerns.